That's a good idea, but still I/d like to know if I can get a few
eigenvalues and vectors in Mathematica without writing the matrix down.
This is not the first time I face this problem, but it is the first
one I cannot avoid it. I was trying to find a more general solution,
and using Mathematica's internal algorithms is the only way I know of
keeping efficiency good.
Fernando
On Feb 16, 2009, at 10:41 PM, dh wrote:
>
>
> Hi Fernando,
>
> if the searched for eigenvalue is the largest in magnitude, your
> problem
>
> is easily solved by the "Power method".
>
> Take an arbitrary vector, keep on multiplying it by your matrix
> until it
>
> cnoverges. This gives the eigenvector (provided you did not pick a
> start
>
> vector perpendicular to the eigenvector).
>
>
>
> hope this helps, Daniel
>
>
>
> Fernando Cucchietti wrote:
>
>> I am trying to find the largest eigenvalue and associated eigenvector
>
>> of a very large matrix, mildly sparse but without a simple structure
>
>> -- that is, zero elements are arranged in a seemingly random way.
>
>>
>
>> Mathematica uses ARPACK routines for this task. However, it appears
>
>> that it wants to construct the matrix explicitly before starting.
>> This
>
>> is strange when compared to how ARPACK works, and in fact it is the
>
>> one thing I was trying to avoid doing: Writing down the matrix takes
>
>> too much memory and time, even if it is sparse.
>
>>
>
>> ARPACK is designed to require not the matrix, but just a function
>> that
>
>> gives the result of multiplying the matrix with an arbitrary
>> vector. I
>
>> call this an implicit definition of the matrix, hence the subject of
>
>> the email. This would work very well with me since I have a compact
>
>> expression of the matrix in the form of a function that returns the
>
>> product with a vector, and I would not need to define the array
>
>> explicitly.
>
>>
>
>> I have been looking but I cannot find an option or a way to make
>
>> Mathematica give me the eigenvalues without writing the matrix
>
>> explicitly, any suggestions?
>
>>
>
>> Fernando Cucchietti
>
>>
>
>
>